A non-nonstandard proof of Reimers' existence result for heat SPDE s

Hassan Allouba

International Journal of Stochastic Analysis, 1998, vol. 11, 1-13

Abstract:

In 1989, Reimers gave a nonstandard proof of the existence of a solution to heat SPDEs, driven by space-time white noise, when the diffusion coefficient is continuous and satisfies a linear growth condition. Using the martingale problem approach, we give a non-nonstandard proof of this fact, and with the aid of Girsanov's theorem for continuous orthogonal martingale measures (proved in a separate paper by the author), the result is extended to the case of a measurable drift.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:981241

DOI: 10.1155/S1048953398000033

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